+680.9%
TLN vs CAPR
+116.0%
+564.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.4% | -2.2% | +7.2% |
| 7D | +9.1% | +36.0% | -27.0% | +8.8% |
| 30D | -4.1% | +25.8% | -29.9% | -4.2% |
| 3M | +4.4% | +140.8% | -136.4% | +3.6% |
| 6M | -6.0% | -67.6% | +61.6% | -5.8% |
| YTD | -3.1% | -65.9% | +62.7% | -3.0% |
| 1Y | -6.1% | +66.1% | -72.2% | -7.1% |
| 3Y | +575.3% | +256.9% | +318.5% | +549.7% |
| All | +680.9% | +116.0% | +564.9% | +655.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling